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Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico; Lillo, Fabrizio; Pirino, Davide - In: Journal of economic dynamics & control 94 (2018), pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
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Financial stress, regime switching and spillover effects : evidence from a multi-regime global VAR model
Chen, Pu; Semmler, Willi - In: Journal of economic dynamics & control 91 (2018), pp. 318-348
Persistent link: https://www.econbiz.de/10011974207
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The financial instability hypothesis : a stochastic microfoundation framework
Chiarella, Carl; Di Guilmi, Corrado - In: Journal of economic dynamics & control 35 (2011) 8, pp. 1151-1171
Persistent link: https://www.econbiz.de/10009241471
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Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero; Zaoli, Silvia; Campajola, Carlo; … - In: Journal of economic dynamics & control 121 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
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Financial globalisation, monetary policy spillovers and macro-modelling : tales from 1001 shocks
Georgiadis, Georgios; Jančoková, Martina - In: Journal of economic dynamics & control 121 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012504163
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Analysis of US real GNP and unemployment interactions : state space approach
Aoki, Masanao - In: Journal of economic dynamics & control 17 (1993) 3, pp. 385-399
Persistent link: https://www.econbiz.de/10001140345
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Financial development, unemployment volatility, and sectoral dynamics
Epstein, Brendan; Finkelstein Shapiro, Alan - In: Journal of economic dynamics & control 99 (2019), pp. 82-102
Persistent link: https://www.econbiz.de/10012130829
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Unemployment fluctuations over the life cycle
Hairault, Jean-Olivier; Langot, François; Sopraseuth, … - In: Journal of economic dynamics & control 100 (2019), pp. 334-352
Persistent link: https://www.econbiz.de/10012130977
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Uncertainty-driven labor market fluctuations
Pries, Michael J. - In: Journal of economic dynamics & control 73 (2016), pp. 181-199
Persistent link: https://www.econbiz.de/10011709098
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Job flows, jobless recoveries, and the Great Moderation
Faberman, R. Jason - In: Journal of economic dynamics & control 76 (2017), pp. 152-170
Persistent link: https://www.econbiz.de/10011817213